Bootstrapping p Values and Power in the First-Order Autoregression: A Monte Carlo Investigation
一阶自回归中 p 值与检验力的自助法估计:蒙特卡洛研究
The small-sample behavior of the bootstrap is investigated as a method for estimating p values and power in the stationary first-order autoregressive model. Monte Carlo methods are used to examine the bootstrap and Student-t approximations to the true distribution of the test statistic frequently used for testing hypotheses on the underlying slope parameter. In contrast to Student's t, the results suggest that the bootstrap can accurately estimate p values and power in this…